Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/02/2025 | 1.46% | 0.71 CHF | 0.72 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 682,076 CHF | 692,076 CHF | 100.00% | 100.00% |
19/02/2025 | 1.49% | 0.66 CHF | 0.67 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 666,558 CHF | 676,558 CHF | 99.76% | 99.76% |
18/02/2025 | 1.47% | 0.68 CHF | 0.69 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 673,464 CHF | 683,464 CHF | 100.00% | 100.00% |
17/02/2025 | 1.49% | 0.68 CHF | 0.69 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 668,206 CHF | 678,206 CHF | 100.00% | 100.00% |
14/02/2025 | 1.48% | 0.68 CHF | 0.69 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 669,623 CHF | 679,623 CHF | 100.00% | 100.00% |
13/02/2025 | 1.72% | 0.62 CHF | 0.63 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 576,387 CHF | 586,387 CHF | 99.98% | 99.98% |
12/02/2025 | 1.86% | 0.51 CHF | 0.52 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 532,395 CHF | 542,395 CHF | 99.99% | 99.99% |
11/02/2025 | 2.04% | 0.52 CHF | 0.53 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 485,706 CHF | 495,706 CHF | 100.00% | 100.00% |
10/02/2025 | 1.98% | 0.49 CHF | 0.50 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 501,314 CHF | 511,314 CHF | 99.25% | 99.25% |
07/02/2025 | 1.80% | 0.51 CHF | 0.52 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 550,408 CHF | 560,408 CHF | 99.99% | 99.99% |